+196.2%
ON vs EVRG
+1,570.8%
-1,374.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.8% |
| 7D | -2.2% | +0.9% | -3.0% | -2.6% |
| 30D | -12.4% | -0.5% | -11.9% | -12.2% |
| 3M | -41.2% | +1.5% | -42.7% | -41.9% |
| 6M | +25.0% | +1.2% | +23.8% | +23.2% |
| YTD | +31.3% | +16.3% | +14.9% | +21.0% |
| 1Y | +45.4% | +20.3% | +25.2% | +31.6% |
| 3Y | -27.4% | +72.3% | -99.7% | -46.1% |
| 5Y | +58.5% | +46.7% | +11.8% | +25.7% |
| 10Y | +561.8% | +113.8% | +448.0% | +307.9% |
| All | +196.2% | +1,570.8% | -1,374.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling